@usherlabs/cex-broker 0.2.44 → 0.2.46

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (41) hide show
  1. package/README.md +1 -1
  2. package/dist/commands/cli.js +16231 -15573
  3. package/dist/handlers/subscribe/handler.d.ts +2 -0
  4. package/dist/helpers/market-data-archive/capture-contract.d.ts +3 -2
  5. package/dist/helpers/market-data-archive/types.d.ts +8 -4
  6. package/dist/helpers/market-data-vendor-backfill/archive-reader.d.ts +26 -0
  7. package/dist/helpers/market-data-vendor-backfill/batching.d.ts +10 -0
  8. package/dist/helpers/market-data-vendor-backfill/conformance-fixtures.d.ts +80 -0
  9. package/dist/helpers/market-data-vendor-backfill/contracts.d.ts +393 -0
  10. package/dist/helpers/market-data-vendor-backfill/core.d.ts +100 -0
  11. package/dist/helpers/market-data-vendor-backfill/cryptohftdata.d.ts +77 -0
  12. package/dist/helpers/market-data-vendor-backfill/forwarder-client.d.ts +25 -0
  13. package/dist/helpers/market-data-vendor-backfill/identity.d.ts +10 -0
  14. package/dist/helpers/market-data-vendor-backfill/manifests.d.ts +1086 -0
  15. package/dist/helpers/market-data-vendor-backfill/promotion.d.ts +9 -0
  16. package/dist/helpers/market-data-vendor-backfill/qualification.d.ts +20 -0
  17. package/dist/helpers/market-data-vendor-backfill/selection.d.ts +30 -0
  18. package/dist/helpers/market-data-vendor-backfill/semantic-verification.d.ts +24 -0
  19. package/dist/helpers/public-market-data-feed/identity.d.ts +12 -0
  20. package/dist/helpers/public-market-data-feed/index.d.ts +5 -0
  21. package/dist/helpers/public-market-data-feed/orderbook-coalescing-evidence.d.ts +79 -0
  22. package/dist/helpers/public-market-data-feed/orderbook-profile.d.ts +54 -0
  23. package/dist/helpers/public-market-data-feed/subscriber-buffer.d.ts +31 -0
  24. package/dist/helpers/public-market-data-feed/supervisor.d.ts +82 -0
  25. package/dist/index.d.ts +1 -0
  26. package/dist/index.js +16221 -15563
  27. package/dist/index.js.map +21 -18
  28. package/dist/market-data-vendor-backfill/fixtures/conformance-v1.json +448 -0
  29. package/dist/market-data-vendor-backfill/policies/capability-policy.json +28 -0
  30. package/dist/market-data-vendor-backfill/policies/resource-policy.json +16 -0
  31. package/dist/market-data-vendor-backfill/schema-manifest.json +31 -0
  32. package/dist/market-data-vendor-backfill/schemas/archive-selection.schema.json +224 -0
  33. package/dist/market-data-vendor-backfill/schemas/promotion-receipt.schema.json +171 -0
  34. package/dist/market-data-vendor-backfill/schemas/request.schema.json +166 -0
  35. package/dist/market-data-vendor-backfill/schemas/required-clock.schema.json +47 -0
  36. package/dist/market-data-vendor-backfill/schemas/result.schema.json +198 -0
  37. package/dist/market-data-vendor-backfill.d.ts +18 -0
  38. package/dist/market-data-vendor-backfill.js +18819 -0
  39. package/dist/market-data-vendor-backfill.js.map +206 -0
  40. package/dist/server.d.ts +2 -1
  41. package/package.json +24 -2
package/dist/market-data-vendor-backfill/fixtures/conformance-v1.json ADDED
@@ -0,0 +1,448 @@
1
+ {
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+ "fixture_id": "market-data-vendor-backfill-conformance/v1",
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+ "documents": {
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+ "required_clock": {
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+ "schema_id": "https://schemas.usher.so/market-data-vendor-backfill-required-clock/v1",
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+ "clock_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f102",
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+ "created_at": "2026-08-20T12:00:00.000Z",
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+ "targets": [
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+ {
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+ "target_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f105",
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+ "target_at": "2026-08-18T09:27:16.000Z"
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+ }
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+ ],
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+ "clock_sha256": "1934fd40540efffee5f5e862cea676f65e398c129db9a3f988acd28765ff0600"
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+ },
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+ "archive_selection": {
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+ "schema_id": "https://schemas.usher.so/market-data-vendor-backfill-archive-selection/v1",
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+ "scope": {
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+ "exchange": "okx",
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+ "trading_pair": "ARB-USDT",
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+ "market_type": "spot",
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+ "feed": "ORDERBOOK"
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+ },
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+ "required_clock": {
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+ "clock_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f102",
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+ "clock_sha256": "1934fd40540efffee5f5e862cea676f65e398c129db9a3f988acd28765ff0600",
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+ "event_count": 1
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+ },
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+ "coverage_policy": {
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+ "policy_id": "prior-asof-strict/v1",
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+ "max_asof_lag_ms": 5000,
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+ "future_rows": "reject",
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+ "missing_required_event": "fail"
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+ },
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+ "source_policy": "authoritative_window",
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+ "coverage_class": "complete",
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+ "requested_intervals": [
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+ {
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+ "start_at": "2026-08-18T09:27:15.000Z",
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+ "end_at": "2026-08-18T09:27:17.000Z"
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+ }
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+ ],
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+ "selected_intervals": [
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+ {
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+ "start_at": "2026-08-18T09:27:15.000Z",
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+ "end_at": "2026-08-18T09:27:17.000Z",
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+ "capture_bundle_id": "dddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddd",
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+ "capture_origin": "vendor_historical_backfill"
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+ }
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+ ],
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+ "precedence": ["vendor"],
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+ "bundles": [
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+ {
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+ "capture_bundle_id": "dddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddd",
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+ "capture_origin": "vendor_historical_backfill",
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+ "interval": {
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+ "start_at": "2026-08-18T09:27:15.000Z",
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+ "end_at": "2026-08-18T09:27:17.000Z"
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+ },
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+ "qualification": {
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+ "qualification_event_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f104",
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+ "state": "qualified",
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+ "receipt_id": "69705f79f1a12ef550949b6aceb8b4a1c49230a87022b080e77cb91145525663",
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+ "promotion_identity_sha256": "e1993e99a7aefae1a2c56248d2c6ff35c5755f8840d474aaa792abe4ab2c22b5"
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+ }
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+ }
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+ ],
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+ "support_anchors": [
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+ {
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+ "capture_bundle_id": "dddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddd",
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+ "raw_capture_id": "4444444444444444444444444444444444444444444444444444444444444444",
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+ "snapshot_id": "5555555555555555555555555555555555555555555555555555555555555555",
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+ "source_time": "2026-08-18T09:27:15.308Z",
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+ "normalized_summary_checksum": "6666666666666666666666666666666666666666666666666666666666666666",
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+ "metadata_ref": {
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+ "capture_origin": "vendor_historical_backfill",
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+ "qualification_event_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f104",
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+ "receipt_id": "69705f79f1a12ef550949b6aceb8b4a1c49230a87022b080e77cb91145525663"
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+ }
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+ }
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+ ],
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+ "receipt_ids": [
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+ "69705f79f1a12ef550949b6aceb8b4a1c49230a87022b080e77cb91145525663"
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+ ],
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+ "qualification_event_ids": ["018f0f4d-7b32-7a30-8f4d-1d2a6e40f104"],
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+ "resolved_at": "2026-08-20T12:00:02.000Z",
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+ "selection_sha256": "cc4869df6d08c79d030c8407e7a55e5c534e6a96da7c1ac3f726e814c66a108e"
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+ },
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+ "request": {
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+ "schema_id": "https://schemas.usher.so/market-data-vendor-backfill-request/v1",
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+ "request_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f100",
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+ "attempt_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f101",
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+ "scope": {
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+ "exchange": "okx",
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+ "trading_pair": "ARB-USDT",
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+ "market_type": "spot",
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+ "feed": "ORDERBOOK"
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+ },
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+ "window": {
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+ "start_at": "2026-08-18T09:27:15.000Z",
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+ "end_at": "2026-08-18T09:27:17.000Z"
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+ },
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+ "depth": 20,
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+ "construction_mode": "sampled_top_n_snapshot",
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+ "source_policy": "authoritative_window",
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+ "target": {
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+ "environment": "production",
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+ "cluster": "cex-archive-primary"
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+ },
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+ "coverage_policy": {
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+ "policy_id": "prior-asof-strict/v1",
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+ "max_asof_lag_ms": 5000,
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+ "future_rows": "reject",
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+ "missing_required_event": "fail"
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+ },
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+ "required_clock": {
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+ "schema_id": "https://schemas.usher.so/market-data-vendor-backfill-required-clock/v1",
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+ "clock_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f102",
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+ "file_name": "required-clock.json",
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+ "clock_sha256": "1934fd40540efffee5f5e862cea676f65e398c129db9a3f988acd28765ff0600",
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+ "event_count": 1
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+ },
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+ "initial_selection": {
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+ "schema_id": "https://schemas.usher.so/market-data-vendor-backfill-archive-selection/v1",
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+ "scope": {
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+ "exchange": "okx",
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+ "trading_pair": "ARB-USDT",
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+ "market_type": "spot",
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+ "feed": "ORDERBOOK"
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+ },
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+ "required_clock": {
132
+ "clock_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f102",
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+ "clock_sha256": "1934fd40540efffee5f5e862cea676f65e398c129db9a3f988acd28765ff0600",
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+ "event_count": 1
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+ },
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+ "coverage_policy": {
137
+ "policy_id": "prior-asof-strict/v1",
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+ "max_asof_lag_ms": 5000,
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+ "future_rows": "reject",
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+ "missing_required_event": "fail"
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+ },
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+ "source_policy": "authoritative_window",
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+ "coverage_class": "missing",
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+ "requested_intervals": [
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+ {
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+ "start_at": "2026-08-18T09:27:15.000Z",
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+ "end_at": "2026-08-18T09:27:17.000Z"
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+ }
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+ ],
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+ "selected_intervals": [],
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+ "precedence": ["vendor"],
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+ "bundles": [],
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+ "support_anchors": [],
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+ "receipt_ids": [],
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+ "qualification_event_ids": [],
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+ "resolved_at": "2026-08-20T12:00:00.000Z",
157
+ "selection_sha256": "7f9a03dbf3dd3c600ffe7a28bd2b2211a69509c26c06d5e11ad926faeb82f895"
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+ },
159
+ "expected_canonical_schema": {
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+ "schema_id": "cex-order-book-canonical/v1",
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+ "schema_sha256": "aaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaa"
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+ },
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+ "product_pins": {
164
+ "capability_policy": {
165
+ "policy_id": "market-data-vendor-backfill-capabilities/v1",
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+ "policy_sha256": "51f522286ad24ec55525c19cad5c2c37043f9325a5a8f20d838adb7fd71191bf"
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+ },
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+ "resource_policy": {
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+ "policy_id": "market-data-vendor-backfill-resources/v1",
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+ "policy_sha256": "38d4f47cbd15794efed570801556a95f724561a8b45567d518c044da9d454142"
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+ }
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+ },
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+ "production_authorization_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f103",
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+ "idempotency_key": "2108b6e712cd118bbd1acaff2cd7f481e230b6818048a3973b0a5bcbe3305c95"
175
+ },
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+ "promotion_receipt": {
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+ "schema_id": "https://schemas.usher.so/market-data-vendor-backfill-promotion-receipt/v1",
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+ "verified_at": "2026-08-20T12:00:02.000Z",
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+ "request_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f100",
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+ "idempotency_key": "2108b6e712cd118bbd1acaff2cd7f481e230b6818048a3973b0a5bcbe3305c95",
181
+ "source": "external_backfill",
182
+ "capture_origin": "vendor_historical_backfill",
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+ "source_mode": "vendor_historical_backfill_v1",
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+ "provider": "cryptohftdata",
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+ "adapter_version": "cryptohftdata-orderbook/v2",
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+ "effective_policies": {
187
+ "capability_policy": {
188
+ "policy_id": "market-data-vendor-backfill-capabilities/v1",
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+ "policy_sha256": "51f522286ad24ec55525c19cad5c2c37043f9325a5a8f20d838adb7fd71191bf"
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+ },
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+ "resource_policy": {
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+ "policy_id": "market-data-vendor-backfill-resources/v1",
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+ "policy_sha256": "38d4f47cbd15794efed570801556a95f724561a8b45567d518c044da9d454142"
194
+ },
195
+ "adapter_policy": {
196
+ "policy_id": "cryptohftdata-orderbook-adapter/v1",
197
+ "policy_sha256": "b71eec2948593eb3f9f43371a23ec6a37fd186177c6e368f7f792113e907a737"
198
+ },
199
+ "acquisition_policy": {
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+ "policy_id": "cryptohftdata-hourly-acquisition/v1",
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+ "policy_sha256": "dd3b94d6fdeed161580735673913e3483dada4725ee4fb7add461b74e20713d5"
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+ }
203
+ },
204
+ "capture_bundle_id": "dddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddd",
205
+ "scope": {
206
+ "exchange": "okx",
207
+ "trading_pair": "ARB-USDT",
208
+ "market_type": "spot",
209
+ "feed": "ORDERBOOK"
210
+ },
211
+ "window": {
212
+ "start_at": "2026-08-18T09:27:15.000Z",
213
+ "end_at": "2026-08-18T09:27:17.000Z"
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+ },
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+ "depth": 20,
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+ "construction_mode": "sampled_top_n_snapshot",
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+ "canonical_schema": {
218
+ "schema_id": "cex-order-book-canonical/v1",
219
+ "schema_sha256": "aaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaa"
220
+ },
221
+ "coverage_policy": {
222
+ "policy_id": "prior-asof-strict/v1",
223
+ "max_asof_lag_ms": 5000,
224
+ "future_rows": "reject",
225
+ "missing_required_event": "fail"
226
+ },
227
+ "selection_sha256": "7f9a03dbf3dd3c600ffe7a28bd2b2211a69509c26c06d5e11ad926faeb82f895",
228
+ "vendor_semantic_digest": "eeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeeee",
229
+ "canonical_semantic_digest": "ffffffffffffffffffffffffffffffffffffffffffffffffffffffffffffffff",
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+ "prefix_digest": "1111111111111111111111111111111111111111111111111111111111111111",
231
+ "suffix_digest": "2222222222222222222222222222222222222222222222222222222222222222",
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+ "seam_verified": true,
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+ "coverage_verified": true,
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+ "dataset_objects": [
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+ {
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+ "identity": "okx/spot/orderbook/hour/arb-usdt/2026-08-18t09",
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+ "checksum": "3333333333333333333333333333333333333333333333333333333333333333",
238
+ "bytes": 1000,
239
+ "rows": 50
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+ }
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+ ],
242
+ "promotion_identity_sha256": "e1993e99a7aefae1a2c56248d2c6ff35c5755f8840d474aaa792abe4ab2c22b5",
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+ "receipt_id": "69705f79f1a12ef550949b6aceb8b4a1c49230a87022b080e77cb91145525663"
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+ },
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+ "result": {
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+ "schema_id": "https://schemas.usher.so/market-data-vendor-backfill-result/v1",
247
+ "job_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f120",
248
+ "request_file_sha256": "7777777777777777777777777777777777777777777777777777777777777777",
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+ "executable_sha256": "8888888888888888888888888888888888888888888888888888888888888888",
250
+ "schema_manifest_sha256": "48e5e91d33caafd930b45552c799a9fb0c2ccd9a676106fbab2543f231dba1b7",
251
+ "cex_package": {
252
+ "name": "@usherlabs/cex-broker",
253
+ "version": "0.2.46",
254
+ "package_sha256": "9999999999999999999999999999999999999999999999999999999999999999"
255
+ },
256
+ "capability_policy": {
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+ "policy_id": "market-data-vendor-backfill-capabilities/v1",
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+ "policy_sha256": "51f522286ad24ec55525c19cad5c2c37043f9325a5a8f20d838adb7fd71191bf"
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+ },
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+ "resource_policy": {
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+ "policy_id": "market-data-vendor-backfill-resources/v1",
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+ "policy_sha256": "38d4f47cbd15794efed570801556a95f724561a8b45567d518c044da9d454142"
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+ },
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+ "build": {
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+ "fiet_tee_commit": "aaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaaa",
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+ "created_at": "2026-08-20T12:00:00.000Z"
267
+ },
268
+ "started_at": "2026-08-20T12:00:01.000Z",
269
+ "completed_at": "2026-08-20T12:00:03.000Z",
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+ "outcome": {
271
+ "status": "promoted",
272
+ "reason_code": "promotion_qualified",
273
+ "reason_subcode": null,
274
+ "request_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f100",
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+ "idempotency_key": "2108b6e712cd118bbd1acaff2cd7f481e230b6818048a3973b0a5bcbe3305c95",
276
+ "target": {
277
+ "environment": "production",
278
+ "cluster": "cex-archive-primary"
279
+ },
280
+ "selection": {
281
+ "schema_id": "https://schemas.usher.so/market-data-vendor-backfill-archive-selection/v1",
282
+ "scope": {
283
+ "exchange": "okx",
284
+ "trading_pair": "ARB-USDT",
285
+ "market_type": "spot",
286
+ "feed": "ORDERBOOK"
287
+ },
288
+ "required_clock": {
289
+ "clock_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f102",
290
+ "clock_sha256": "1934fd40540efffee5f5e862cea676f65e398c129db9a3f988acd28765ff0600",
291
+ "event_count": 1
292
+ },
293
+ "coverage_policy": {
294
+ "policy_id": "prior-asof-strict/v1",
295
+ "max_asof_lag_ms": 5000,
296
+ "future_rows": "reject",
297
+ "missing_required_event": "fail"
298
+ },
299
+ "source_policy": "authoritative_window",
300
+ "coverage_class": "complete",
301
+ "requested_intervals": [
302
+ {
303
+ "start_at": "2026-08-18T09:27:15.000Z",
304
+ "end_at": "2026-08-18T09:27:17.000Z"
305
+ }
306
+ ],
307
+ "selected_intervals": [
308
+ {
309
+ "start_at": "2026-08-18T09:27:15.000Z",
310
+ "end_at": "2026-08-18T09:27:17.000Z",
311
+ "capture_bundle_id": "dddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddd",
312
+ "capture_origin": "vendor_historical_backfill"
313
+ }
314
+ ],
315
+ "precedence": ["vendor"],
316
+ "bundles": [
317
+ {
318
+ "capture_bundle_id": "dddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddd",
319
+ "capture_origin": "vendor_historical_backfill",
320
+ "interval": {
321
+ "start_at": "2026-08-18T09:27:15.000Z",
322
+ "end_at": "2026-08-18T09:27:17.000Z"
323
+ },
324
+ "qualification": {
325
+ "qualification_event_id": "018f0f4d-7b32-7a30-8f4d-1d2a6e40f104",
326
+ "state": "qualified",
327
+ "receipt_id": "69705f79f1a12ef550949b6aceb8b4a1c49230a87022b080e77cb91145525663",
328
+ "promotion_identity_sha256": "e1993e99a7aefae1a2c56248d2c6ff35c5755f8840d474aaa792abe4ab2c22b5"
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+ }
330
+ }
331
+ ],
332
+ "support_anchors": [
333
+ {
334
+ "capture_bundle_id": "dddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddddd",
335
+ "raw_capture_id": "4444444444444444444444444444444444444444444444444444444444444444",
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package/dist/market-data-vendor-backfill/policies/capability-policy.json ADDED
@@ -0,0 +1,28 @@
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+ "provider": "cryptohftdata",
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+ "feed": "ORDERBOOK",
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+ "canonical_trading_pair": "ARB-USDT",
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+ "provider_exchange_id": "okx_spot",
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+ "resolved_symbol": "ARB-USDT",
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